Big M value

Zahra Rahimi

2019年10月16日 15:20

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Hi all,

My constraints have a big M value (M~1e13), I did not use SOS constraints because the maximum value for PreSOS1BigM and PreSOS2BigM is 1e10 which is less than the M. The model has a solution in this situation, but my program has a loop, and it adds new constraints with updated M (~1e25) each time, such that each time M is multiplied by a coefficient 1e12. I need the solution after adding new constraints with updated M, but I got -0 with the unbounded model. What do I need to do to fix the model?

 

Thank you in advance.

Zahra

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  Simranjit Kaur

  • Gurobi Staff

  2025年06月23日 03:22 編集済み

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
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  Matthias Miltenberger

  • Gurobi Staff

  2019年10月16日 16:58

  Dear Zahra,

  Matrix coefficients in the range of 1e25 are surely going to cause numerical issues. Is there another way to model your constraints other than bigM? Maybe someone can help when you share your mathematical model?

  Best regards,
  Matthias

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